Which animation features don't support sub-frames?
While I would like to make a comprehensive list (in one go), this involves quite some research.

Please add in the comments if I miss something.

Subframe Supported


FCurves (and anything they animate)
Drivers (including the frame variable passed into PyDrivers)
Shape Keys (Mesh/Lattice/Curve)
Shape Keys (Mask)
Curve/Path constraint
Rigid-body physics
Particles


Subframe Unsupported


Movie/Image sequence
Fluid-simulation
Smoke-simulation
Hair-simulation
Cloth-simulation
Video SequencerNote that while its possible to access sub-frames via the Speed-Effect.Exporting subframes from the sequencer it's self is not supported.




Note:

In some cases if subframe support isn't working where it should be- this should be reported as a bug.